LAN property for an ergodic diffusion with jumps (Q5280372)
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scientific article; zbMATH DE number 6750741
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| English | LAN property for an ergodic diffusion with jumps |
scientific article; zbMATH DE number 6750741 |
Statements
LAN property for an ergodic diffusion with jumps (English)
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20 July 2017
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jump-diffusion process
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local asymptotic normality
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asymptotic efficiency
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Malliavin calculus
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Brownian motion
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Poisson random measure
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0.893804132938385
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0.8712143898010254
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0.8283612728118896
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0.782882571220398
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